-26.7%
NVTS vs MOS
-37.5%
+10.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.5% |
| 7D | +9.6% | +24.8% | -15.2% | -0.1% |
| 30D | -13.0% | +22.7% | -35.7% | -20.3% |
| 3M | -28.8% | -1.2% | -27.6% | -29.2% |
| 6M | -48.5% | +5.5% | -54.0% | -50.2% |
| YTD | +31.4% | -2.0% | +33.3% | +28.9% |
| 1Y | -2.3% | -7.9% | +5.6% | -2.2% |
| 3Y | +49.8% | -25.0% | +74.8% | +55.5% |
| 5Y | -43.2% | -27.7% | -15.4% | -33.4% |
| All | -26.7% | -37.5% | +10.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling